According to El Fagr, they are calling for the immediate release of the Islamic jihadis who are imprisonment and in detention centers in the U.S. including Guantanamo Bay: “The group, which consists of many members from al-Qaeda, called [especially] for the quick release of the jihadi [mujahid] sheikh, Omar Abdul Rahman [the "Blind Sheikh"], whom they described as a scholar and jihadi who sacrificed his life for the Egyptian Umma, who was ignored by the Mubarak regime, and [President] Morsi is refusing to intervene on his behalf and release him, despite promising that he would. The Islamic Group has threatened to burn the U.S. Embassy in Cairo with those in it, and taking hostage those who remain [alive], unless the Blind Sheikh is immediately released.”

This explains why they had, in this case, evacuated most of the staff. What it doesn't explain is why the administration was otherwise so flat-footed -- including in Benghazi.